+188.5%
GD vs DKS
+224.7%
-36.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -5.0% | -2.1% | -2.9% | -4.8% |
| 30D | +8.9% | +7.3% | +1.6% | +7.8% |
| 3M | -8.0% | -28.4% | +20.4% | -4.8% |
| 6M | +2.9% | -36.9% | +39.8% | +8.2% |
| YTD | +7.1% | -27.3% | +34.4% | +10.0% |
| 1Y | +5.9% | -33.2% | +39.2% | +10.0% |
| 3Y | +53.9% | +32.2% | +21.7% | +40.5% |
| 5Y | +95.4% | +22.3% | +73.1% | +74.5% |
| All | +188.5% | +224.7% | -36.2% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling